JOURNAL ARTICLE
Copula-Based Top-Down Approaches in Financial Risk Aggregation
Year: 2006 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)
Keywords:
Copula (linguistics) Econometrics Actuarial science Business Economics Finance
Metrics
32
Cited By
0.00
FWCI (Field Weighted Citation Impact)
64
Refs
Citation Normalized Percentile
Is in top 1%
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Credit Risk and Financial Regulations
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Methods and Inference
Physical Sciences → Mathematics → Statistics and Probability
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